+481.0%
STX vs VCLT
-17.0%
+498.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.5% |
| 7D | +16.8% | -1.9% | +18.8% | +18.2% |
| 30D | -27.0% | +1.4% | -28.5% | -27.8% |
| 3M | -37.9% | -1.8% | -36.1% | -37.4% |
| 6M | -32.5% | -3.9% | -28.6% | -31.0% |
| YTD | +98.6% | -3.9% | +102.5% | +103.4% |
| 1Y | +93.6% | -4.7% | +98.3% | +99.5% |
| 3Y | +699.1% | +14.1% | +685.0% | +650.6% |
| 5Y | +481.0% | -16.6% | +497.6% | +498.8% |
| All | +481.0% | -17.0% | +498.0% | +498.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling